+32.0%
CTVA vs DRI
+34.0%
-2.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.1% | -1.9% | +2.4% |
| 7D | +8.2% | +6.5% | +1.7% | +7.2% |
| 30D | -1.0% | +16.4% | -17.5% | -3.1% |
| 3M | +4.6% | +13.6% | -9.1% | +2.4% |
| 6M | +0.5% | +22.0% | -21.5% | -1.8% |
| YTD | +22.7% | +29.3% | -6.6% | +17.1% |
| 1Y | +32.0% | +32.0% | -0.1% | +25.8% |
| All | +32.0% | +34.0% | -2.0% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling